| ►Ndetails | |
| CPolarizationIdentity | |
| ►NROL | |
| ►Ndetails | |
| Cbasic_nullstream | |
| CDynamicConstraint_CheckInterface | |
| CDynamicObjective_CheckInterface | |
| CMINRES | |
| CVectorClone | |
| CVectorCloneMap | |
| ►CVectorWorkspace | |
| CVectorKey | |
| CVectorStack | |
| ►NException | |
| CNotImplemented | |
| NFinite_Difference_Arrays | |
| ►NInteriorPoint | |
| CMeritFunction | |
| CPenalizedObjective | |
| CPrimalDualResidual | Express the Primal-Dual Interior Point gradient as an equality constraint |
| CPrimalDualSymmetrizer | |
| NStringList | |
| NTRUtils | |
| ►NTypeB | |
| CAlgorithm | Provides an interface to run bound constrained optimization algorithms |
| CAlgorithmState | |
| CGradientAlgorithm | Provides an interface to run the projected gradient algorithm |
| CInteriorPointAlgorithm | Provides an interface to run the Moreau-Yosida algorithm |
| CKelleySachsAlgorithm | Provides an interface to run the trust-region algorithm of Kelley and Sachs |
| CLinMoreAlgorithm | Provides an interface to run the trust-region algorithm of Lin and More |
| CMoreauYosidaAlgorithm | Provides an interface to run the Moreau-Yosida algorithm |
| ►CNewtonKrylovAlgorithm | Provides an interface to run the projected secant algorithm |
| CHessianPNK | |
| CPrecondPNK | |
| ►CPrimalDualActiveSetAlgorithm | Provides an interface to run the projected secant algorithm |
| CHessianPDAS | |
| CHessianPDAS_Poly | |
| CPrecondPDAS | |
| CPrecondPDAS_Poly | |
| CQuasiNewtonAlgorithm | Provides an interface to run the projected secant algorithm |
| CSpectralGradientAlgorithm | Provides an interface to run the spectral projected gradient algorithm |
| CTrustRegionSPGAlgorithm | Provides an interface to run the trust-region algorithm |
| ►NTypeE | |
| CAlgorithm | |
| CAlgorithmState | |
| CAugmentedLagrangianAlgorithm | Provides an interface to run equality constrained optimization algorithms using Augmented Lagrangians |
| CCompositeStepAlgorithm | Provides an interface to run equality constrained optimization algorithms using the Composite-Step Trust-Region Sequential Quadratic Programming (SQP) method |
| CFletcherAlgorithm | Provides an interface to run equality constrained optimization algorithms using Fletcher's exact penalty |
| CStabilizedLCLAlgorithm | Provides an interface to run equality constrained optimization algorithms using Stabilized LCL |
| ►NTypeG | |
| CAlgorithm | Provides an interface to run general constrained optimization algorithms |
| CAlgorithmState | |
| CAugmentedLagrangianAlgorithm | Provides an interface to run general constrained optimization algorithms using Augmented Lagrangians |
| CInteriorPointAlgorithm | Provides an interface to run the interior point algorithm |
| CMoreauYosidaAlgorithm | Provides an interface to run the Moreau-Yosida algorithm |
| CStabilizedLCLAlgorithm | Provides an interface to run general constrained optimization algorithms using Stabilized LCL |
| ►NTypeU | |
| CAlgorithm | Provides an interface to run unconstrained optimization algorithms |
| CAlgorithmState | |
| CBundleAlgorithm | Provides an interface to run trust-bundle methods for unconstrained optimization algorithms |
| CLineSearchAlgorithm | Provides an interface to run unconstrained line search algorithms |
| CTrustRegionAlgorithm | Provides an interface to run trust-region methods for unconstrained optimization algorithms |
| ►NZOO | |
| CConstraint_Cantilever | |
| CConstraint_CantileverBeam | |
| CConstraint_Cubic | |
| CConstraint_CylinderHead | |
| CConstraint_HS14a | |
| CConstraint_HS14b | |
| CConstraint_HS21 | |
| CConstraint_HS24 | |
| CConstraint_HS28 | |
| CConstraint_HS39a | |
| CConstraint_HS39b | |
| CConstraint_HS41 | |
| CConstraint_HS42a | |
| CConstraint_HS42b | |
| CConstraint_HS48 | |
| CConstraint_HS49 | |
| CConstraint_HS50 | |
| CConstraint_HS51 | |
| CConstraint_HS52 | |
| CConstraint_HS53 | |
| CConstraint_HS55 | |
| CConstraint_HS63a | |
| CConstraint_HS63b | |
| CConstraint_HS9 | |
| CConstraint_ParaboloidCircle | Constraint c(x,y) = (x-2)^2 + y^2 - 1 |
| CConstraint_Quartic | |
| CEqualityConstraint_HS32 | |
| CEqualityConstraint_SimpleEqConstrained | Equality constraints c_i(x) = 0, where: c1(x) = x1^2+x2^2+x3^2+x4^2+x5^2 - 10 c2(x) = x2*x3-5*x4*x5 c3(x) = x1^3 + x2^3 + 1 |
| CgetBeale | |
| CgetBVP | |
| CgetCantilever | |
| CgetCantileverBeam | |
| CgetCubic | |
| CgetCylinderHead | |
| CgetFreudensteinRoth | |
| CgetHS1 | |
| CgetHS14 | |
| CgetHS2 | |
| CgetHS21 | |
| CgetHS24 | |
| CgetHS25 | |
| CgetHS28 | |
| CgetHS29 | |
| CgetHS3 | |
| CgetHS32 | |
| CgetHS38 | |
| CgetHS39 | |
| CgetHS4 | |
| CgetHS41 | |
| CgetHS42 | |
| CgetHS45 | |
| CgetHS48 | |
| CgetHS49 | |
| CgetHS5 | |
| CgetHS50 | |
| CgetHS51 | |
| CgetHS52 | |
| CgetHS53 | |
| CgetHS55 | |
| CgetHS63 | |
| CgetHS9 | |
| CgetLeastSquares | |
| CgetMinimax1 | |
| CgetMinimax2 | |
| CgetMinimax3 | |
| CgetParaboloidCircle | |
| CgetPoissonControl | |
| CgetPoissonInversion | |
| CgetPowell | |
| CgetQuartic | |
| CgetRosenbrock | |
| CgetSimpleEqConstrained | |
| CgetSumOfSquares | |
| CgetZakharov | |
| CInequalityConstraint_HS29 | |
| CInequalityConstraint_HS32 | |
| CMinimax1 | |
| CMinimax2 | |
| CMinimax3 | |
| CObjective_Beale | Beale's function |
| CObjective_BVP | The discrete boundary value problem |
| CObjective_Cantilever | |
| CObjective_CantileverBeam | |
| CObjective_Cubic | |
| CObjective_CylinderHead | |
| CObjective_DiodeCircuit | The diode circuit problem |
| CObjective_FreudensteinRoth | Freudenstein and Roth's function |
| CObjective_HS1 | W. Hock and K. Schittkowski 1st test function |
| CObjective_HS14 | W. Hock and K. Schittkowski 14th test function |
| CObjective_HS2 | W. Hock and K. Schittkowski 2nd test function |
| CObjective_HS21 | |
| CObjective_HS24 | |
| CObjective_HS25 | W. Hock and K. Schittkowski 25th test function |
| CObjective_HS28 | W. Hock and K. Schittkowski 28th test function |
| CObjective_HS29 | |
| CObjective_HS3 | W. Hock and K. Schittkowski 3rd test function |
| CObjective_HS32 | |
| CObjective_HS38 | W. Hock and K. Schittkowski 38th test function |
| CObjective_HS39 | W. Hock and K. Schittkowski 39th test function |
| CObjective_HS4 | W. Hock and K. Schittkowski 4th test function |
| CObjective_HS41 | W. Hock and K. Schittkowski 41th test function |
| CObjective_HS42 | W. Hock and K. Schittkowski 42th test function |
| CObjective_HS45 | W. Hock and K. Schittkowski 45th test function |
| CObjective_HS48 | W. Hock and K. Schittkowski 48th test function |
| CObjective_HS49 | W. Hock and K. Schittkowski 49th test function |
| CObjective_HS5 | W. Hock and K. Schittkowski 5th test function |
| CObjective_HS50 | W. Hock and K. Schittkowski 50th test function |
| CObjective_HS51 | W. Hock and K. Schittkowski 51th test function |
| CObjective_HS52 | W. Hock and K. Schittkowski 52nd test function |
| CObjective_HS53 | W. Hock and K. Schittkowski 53th test function |
| CObjective_HS55 | W. Hock and K. Schittkowski 55th test function |
| CObjective_HS63 | W. Hock and K. Schittkowski 63rd test function |
| CObjective_HS9 | W. Hock and K. Schittkowski 9th test function |
| CObjective_LeastSquares | Least squares function |
| CObjective_ParaboloidCircle | Objective function: f(x,y) = x^2 + y^2 |
| CObjective_PoissonControl | Poisson distributed control |
| CObjective_PoissonInversion | Poisson material inversion |
| CObjective_Powell | Powell's badly scaled function |
| CObjective_Quartic | |
| CObjective_Rosenbrock | Rosenbrock's function |
| CObjective_SimpleEqConstrained | Objective function: f(x) = exp(x1*x2*x3*x4*x5) + 0.5*(x1^3+x2^3+1)^2 |
| CObjective_SumOfSquares | Sum of squares function |
| CObjective_Zakharov | Zakharov function |
| CAbsoluteValue | |
| CAffineTransformConstraint | Compose a constraint operator with an affine transformation, i.e., |
| CAffineTransformObjective | Compose an objective function with an affine transformation, i.e., |
| CAlgorithm | Provides an interface to run optimization algorithms |
| CAlgorithmState | State for algorithm class. Will be used for restarts |
| CAlmostSureConstraint | |
| CArcsine | |
| CAtomVector | Provides the std::vector implementation of the ROL::Vector interface |
| CAugmentedLagrangian | Provides the interface to evaluate the augmented Lagrangian |
| CAugmentedLagrangian_SimOpt | Provides the interface to evaluate the SimOpt augmented Lagrangian |
| CAugmentedLagrangianObjective | Provides the interface to evaluate the augmented Lagrangian |
| CAugmentedLagrangianStep | Provides the interface to compute augmented Lagrangian steps |
| CAugmentedSystemOperator | Apply the augmented system operator |
| CAugmentedSystemPrecOperator | Implements a preconditioner for the augmented system |
| CBackTracking | Implements a simple back tracking line search |
| CBackTracking_U | Implements a simple back tracking line search |
| CBarzilaiBorwein | Provides definitions for Barzilai-Borwein operators |
| CBatchManager | |
| CBatchStdVector | Provides the std::vector implementation of the ROL::Vector interface |
| CBeta | |
| ►CBinaryConstraint | Implements an equality constraint function that evaluates to zero on the surface of a bounded parallelpiped and is positive in the interior |
| CBoundsCheck | |
| CBisection | Implements a bisection line search |
| CBlockOperator | Provides the interface to apply a block operator to a partitioned vector |
| CBlockOperator2 | Provides the interface to apply a 2x2 block operator to a partitioned vector |
| CBlockOperator2Determinant | |
| CBlockOperator2Diagonal | Provides the interface to apply a 2x2 block diagonal operator to a partitioned vector |
| CBlockOperator2UnitLower | Provides the interface to apply a 2x2 block unit lower operator to a partitioned vector |
| CBlockOperator2UnitUpper | Provides the interface to apply a 2x2 block unit upper operator to a partitioned vector |
| CBoundConstraint | Provides the interface to apply upper and lower bound constraints |
| CBoundConstraint_Partitioned | A composite composite BoundConstraint formed from bound constraints on subvectors of a PartitionedVector |
| CBoundConstraint_SimOpt | |
| ►CBoundFletcher | |
| CAugSystemNonSym | |
| CAugSystemPrecond | |
| CAugSystemSym | |
| CDiffLower | |
| CDiffUpper | |
| CFormDQ | |
| CFormQ | |
| ►CBounds | Provides the elementwise interface to apply upper and lower bound constraints |
| CActive | |
| CLowerBinding | |
| CPruneBinding | |
| CUpperBinding | |
| CBoundToConstraint | Provides an implementation for bound constraints |
| CBPOE | Provides the implementation of the buffered probability of exceedance |
| ►CBrents | Implements a Brent's method line search |
| CtestFunction | |
| CBundle | Provides the interface for and implements a bundle |
| CBundle_AS | Provides the interface for and implements an active set bundle |
| CBundle_TT | Provides the interface for and implements a bundle. The semidefinite quadratic subproblem is solved using TT algorithm by Antonio Frangioni (1996) |
| CBundle_U | Provides the interface for and implements a bundle |
| CBundle_U_AS | Provides the interface for and implements an active set bundle |
| CBundle_U_TT | Provides the interface for and implements a bundle. The semidefinite quadratic subproblem is solved using TT algorithm by Antonio Frangioni (1996) |
| CBundleStatusTest | |
| CBundleStep | Provides the interface to compute bundle trust-region steps |
| CCauchy | |
| CCauchyPoint | Provides interface for the Cauchy point trust-region subproblem solver |
| CCauchyPoint_U | Provides interface for the Cauchy point trust-region subproblem solver |
| CCDFObjective | |
| CChebyshevSpectral | Provides an interface for the Chebyshev-Spectral risk measure |
| CChi2Divergence | Provides an interface for the chi-squared-divergence distributionally robust expectation |
| CCoherentEntropicRisk | Provides the interface for the coherent entropic risk measure |
| CColemanLiModel | Provides the interface to evaluate interior trust-region model functions from the Coleman-Li bound constrained trust-region algorithm |
| CCombinedStatusTest | Provides an interface to check two status tests of optimization algorithms |
| CCompositeConstraint_SimOpt | Defines a composite equality constraint operator interface for simulation-based optimization |
| CCompositeObjective | Provides the interface to evaluate composite objective functions |
| CCompositeObjective_SimOpt | Provides the interface to evaluate simulation-based composite objective functions |
| CCompositeStep | Implements the computation of optimization steps with composite-step trust-region methods |
| CConicApproximationModel | |
| CConjugateGradients | Provides definitions of the Conjugate Gradient solver |
| CConjugateResiduals | Provides definition of the Conjugate Residual solver |
| CConstraint | Defines the general constraint operator interface |
| CConstraint_DynamicState | |
| CConstraint_Partitioned | Has both inequality and equality constraints. Treat inequality constraint as equality with slack variable |
| CConstraint_SerialSimOpt | Unifies the constraint defined on a single time step that are defined through the Constraint_TimeSimOpt interface into a SimOpt constraint for all time. Primarily intended for use in testing the parallel-in-time implementation |
| CConstraint_SimOpt | Defines the constraint operator interface for simulation-based optimization |
| CConstraint_TimeSimOpt | Defines the time dependent constraint operator interface for simulation-based optimization |
| CConstraintAssembler | Provides a wrapper for multiple constraints |
| CConstraintData | |
| CConstraintFromObjective | Creates a constraint from an objective function and a offset value |
| CConstraintManager | Provides a wrapper for multiple constraints |
| CConstraintStatusTest | Provides an interface to check status of optimization algorithms for problems with equality constraints |
| CConvexCombinationRiskMeasure | Provides an interface for a convex combination of risk measures |
| CCubicInterp | Implements cubic interpolation back tracking line search |
| CCubicInterp_U | Implements cubic interpolation back tracking line search |
| CCVaR | Provides an interface for a convex combination of the expected value and the conditional value-at-risk |
| CDaiFletcherProjection | |
| CDescentDirection_U | Provides the interface to compute unconstrained optimization steps for line search |
| CDiagonalOperator | Provides the interface to apply a diagonal operator which acts like elementwise multiplication when apply() is used and elementwise division when applyInverse() is used |
| CDirac | |
| CDistribution | |
| CDogLeg | Provides interface for dog leg trust-region subproblem solver |
| CDogLeg_U | Provides interface for dog leg trust-region subproblem solver |
| CDoubleDogLeg | Provides interface for the double dog leg trust-region subproblem solver |
| CDoubleDogLeg_U | Provides interface for the double dog leg trust-region subproblem solver |
| CDualAtomVector | |
| CDualProbabilityVector | |
| CDualScaledStdVector | Provides the std::vector implementation of the ROL::Vector interface that handles scalings in the inner product. Also see ROL::PrimalScaledStdVector |
| CDualScaledVector | Provides the implementation of the ROL::Vector interface that handles scalings in the inner product. A more generic version of ROL::PrimalScaledStdVector |
| CDualSimulatedVector | |
| CDyadicOperator | Interface to apply a dyadic operator to a vector |
| CDykstraProjection | |
| CDynamicConstraint | Defines the time-dependent constraint operator interface for simulation-based optimization |
| CDynamicConstraintCheck | |
| CDynamicFunction | Provides update interface, casting and vector management to DynamicConstraint and DynamicObjective |
| CDynamicObjective | Defines the time-dependent objective function interface for simulation-based optimization. Computes time-local contributions of value, gradient, Hessian-vector product etc to a larger composite objective defined over the simulation time. In contrast to other objective classes Objective_TimeSimOpt has a default implementation of value which returns zero, as time-dependent simulation based optimization problems may have an objective value which depends only on the final state of the system |
| CDynamicObjectiveCheck | |
| CDynamicTrackingFEMObjective | Defines the time-local contribution to a quadratic tracking objective |
| CDynamicTrackingObjective | Defines the time-local contribution to a quadratic tracking objective |
| CElasticLinearConstraint | Defines the general affine constraint with the form \(c(x)=g(x) + g'(x)s + u - v\) |
| CElasticObjective | Provides the interface to evaluate the elastic augmented Lagrangian |
| CElementwiseVector | Intermediate abstract class which does not require users implements plus, set, scale, axpy, norm, dot, or zero if they implement the three elementwise functions: applyUnary, applyBinary, and reduce |
| CEntropicRisk | Provides an interface for the entropic risk |
| CExpectationQuad | Provides a general interface for risk and error measures generated through the expectation risk quadrangle |
| CExpectationQuadDeviation | |
| CExpectationQuadError | Provides a general interface for error measures generated through the expectation risk quadrangle |
| CExpectationQuadRegret | Provides a general interface for regret measures generated through the expectation risk quadrangle |
| CExpectationQuadRisk | |
| CExponential | |
| CFDivergence | Provides a general interface for the F-divergence distributionally robust expectation |
| ►CFletcher | |
| CAugSystem | |
| CAugSystemPrecond | |
| CFletcherBase | |
| CFletcherObjectiveBase | |
| ►CFletcherObjectiveE | |
| CAugSystem | |
| CAugSystemPrecond | |
| CFletcherStatusTest | Provides an interface to check status of optimization algorithms for problems with equality constraints |
| CFletcherStep | Provides the interface to compute Fletcher steps |
| CGamma | |
| CGaussian | |
| CGenMoreauYosidaCVaR | |
| CGMRES | Preconditioned GMRES solver |
| CGoldenSection | Implements a golden section line search |
| CGradient_U | Provides the interface to compute optimization steps with the gradient descent method globalized using line search |
| CGradientStep | Provides the interface to compute optimization steps with the gradient descent method globalized using line search |
| CGumbel | |
| CHMCR | Provides an interface for a convex combination of the expected value and the higher moment coherent risk measure |
| CHouseholderReflector | Provides the interface to create a Householder reflector operator, that when applied to a vector x, produces a vector parallel to y |
| CIdentityOperator | Multiplication by unity |
| CInactiveSet_DualVector | Defines the a Vector which has a diagonally scaled dot product that neglects active set elements Used to simplify Semi-smooth Newton method implementation |
| CInactiveSet_PrimalVector | Defines the a Vector which has a diagonally scaled dot product that neglects active set elements Used to simplify Semi-smooth Newton method implementation |
| ►CInteriorPointObjective | |
| CMask | |
| CModifiedDivide | |
| CModifiedLogarithm | |
| CModifiedReciprocal | |
| ►CInteriorPointPenalty | Provides the interface to evaluate the Interior Pointy log barrier penalty function with upper and lower bounds on some elements |
| CMask | |
| CModifiedDivide | |
| CModifiedLogarithm | |
| CModifiedReciprocal | |
| CInteriorPointStep | |
| CIterationScaling | Provides an implementation of iteration scaled line search |
| CIterationScaling_U | Provides an implementation of iteration scaled line search |
| ►CKelleySachsModel | Provides the interface to evaluate projected trust-region model functions from the Kelley-Sachs bound constrained trust-region algorithm |
| CLowerBinding | |
| CPruneBinding | |
| CPruneNonbinding | |
| CUpperBinding | |
| CKLDivergence | Provides an interface for the Kullback-Leibler distributionally robust expectation |
| CKrylov | Provides definitions for Krylov solvers |
| CKumaraswamy | |
| CLanczos | Interface for computing the Lanczos vectors and approximate solutions to symmetric indefinite linear systems |
| CLaplace | |
| ClBFGS | Provides definitions for limited-memory BFGS operators |
| ClDFP | Provides definitions for limited-memory DFP operators |
| CLinearCombinationObjective | |
| CLinearCombinationObjective_SimOpt | |
| CLinearConstraint | Defines the general affine constraint with the form \(c(x)=Ax+b\) |
| CLinearObjective | Provides the interface to evaluate linear objective functions |
| CLinearObjective_SimOpt | Provides the interface to evaluate linear objective functions |
| CLinearOperator | Provides the interface to apply a linear operator |
| CLinearOperatorFromConstraint | A simple wrapper which allows application of constraint Jacobians through the LinearOperator interface |
| CLinearOperatorProduct | |
| CLinearOperatorSum | |
| CLinearRegression | Provides the interface to construct linear regression problem |
| CLineSearch | Provides interface for and implements line searches |
| CLineSearch_U | Provides interface for and implements line searches |
| CLineSearchStep | Provides the interface to compute optimization steps with line search |
| ►CLinMore | Provides interface for truncated CG trust-region subproblem solver |
| CLowerBreakPoint | |
| CPositiveMax | |
| CPositiveMin | |
| CUpperBreakPoint | |
| CLinMoreModel | Provides the interface to evaluate projected trust-region model functions from the Kelley-Sachs bound constrained trust-region algorithm |
| CLogBarrierObjective | Log barrier objective for interior point methods |
| CLogExponentialQuadrangle | Provides an interface for the entropic risk using the expectation risk quadrangle |
| CLogistic | |
| CLogQuantileQuadrangle | Provides an interface for the conditioanl entropic risk using the expectation risk quadrangle |
| CLowerBoundToConstraint | Provides an implementation for lower bound constraints |
| ClSR1 | Provides definitions for limited-memory SR1 operators |
| CMeanDeviation | Provides an interface for the mean plus a sum of arbitrary order deviations |
| CMeanDeviationFromTarget | Provides an interface for the mean plus a sum of arbitrary order deviations from targets |
| CMeanSemiDeviation | Provides an interface for the mean plus upper semideviation of order 1 |
| CMeanSemiDeviationFromTarget | |
| CMeanValueConstraint | |
| CMeanValueObjective | |
| CMeanVariance | Provides an interface for the mean plus a sum of arbitrary order variances |
| CMeanVarianceFromTarget | Provides an interface for the mean plus a sum of arbitrary order variances from targets |
| CMeanVarianceQuadrangle | Provides an interface for the mean plus variance risk measure using the expectation risk quadrangle |
| CMixedCVaR | Provides an interface for a convex combination of conditional value-at-risks |
| CMomentObjective | |
| CMonteCarloGenerator | |
| CMoreauYosidaCVaR | Provides an interface for a smooth approximation of the conditional value-at-risk |
| CMoreauYosidaObjective | Provides the interface to evaluate the Moreau-Yosida penalty function |
| CMoreauYosidaPenalty | Provides the interface to evaluate the Moreau-Yosida penalty function |
| CMoreauYosidaPenaltyStep | Implements the computation of optimization steps using Moreau-Yosida regularized bound constraints |
| CNewConstraintManager | Provides a wrapper for multiple constraints |
| CNewton_U | Provides the interface to compute optimization steps with Newton's method globalized using line search |
| ►CNewtonKrylov_U | Provides the interface to compute optimization steps with projected inexact Newton's method using line search |
| CHessianNK | |
| CPrecondNK | |
| ►CNewtonKrylovStep | Provides the interface to compute optimization steps with projected inexact Newton's method using line search |
| CHessianNK | |
| CPrecondNK | |
| CNewtonStep | Provides the interface to compute optimization steps with Newton's method globalized using line search |
| CNonlinearCG_U | Provides the interface to compute optimization steps with nonlinear CG |
| CNonlinearCGStep | Provides the interface to compute optimization steps with nonlinear CG |
| CNonlinearLeastSquaresObjective | Provides the interface to evaluate nonlinear least squares objective functions |
| CNonlinearLeastSquaresObjective_Dynamic | Provides the interface to evaluate nonlinear least squares objective functions |
| CNullOperator | Multiplication by zero |
| CNullSpaceOperator | Projects on to the null space of a linear constraint |
| CObjective | Provides the interface to evaluate objective functions |
| CObjective_FSsolver | |
| CObjective_SerialSimOpt | |
| CObjective_SimOpt | Provides the interface to evaluate simulation-based objective functions |
| CObjective_TimeSimOpt | Defines the time-dependent objective function interface for simulation-based optimization. Computes time-local contributions of value, gradient, Hessian-vector product etc to a larger composite objective defined over the simulation time. In contrast to other objective classes Objective_TimeSimOpt has a default implementation of value which returns zero, as time-dependent simulation based optimization problems may have an objective value which depends only on the final state of the system |
| CObjectiveFromBoundConstraint | Create a penalty objective from upper and lower bound vectors |
| CObjectiveFromConstraint | |
| CObjectiveMMA | Provides the interface to to Method of Moving Asymptotes Objective function |
| COptimizationProblem | |
| COptimizationProblemCheckData | |
| COptimizationSolver | Provides a simplified interface for solving a wide range of optimization problems |
| CParabolic | |
| CPartitionedVector | Defines the linear algebra of vector space on a generic partitioned vector |
| CPathBasedTargetLevel | Provides an implementation of path-based target leve line search |
| CPathBasedTargetLevel_U | Provides an implementation of path-based target leve line search |
| CPD_BPOE | |
| CPD_CVaR | |
| CPD_HMCR2 | |
| CPD_MeanSemiDeviation | |
| CPD_MeanSemiDeviationFromTarget | |
| CPD_RandVarFunctional | |
| CPH_bPOEObjective | Provides the interface for the progressive hedging probability objective |
| CPH_DeviationObjective | Provides the interface for the progressive hedging deviation objective |
| CPH_ErrorObjective | Provides the interface for the progressive hedging error objective |
| CPH_Objective | Provides the interface for the progressive hedging objective |
| CPH_ProbObjective | Provides the interface for the progressive hedging probability objective |
| CPH_RegretObjective | Provides the interface for the progressive hedging regret objective |
| CPH_RiskObjective | Provides the interface for the progressive hedging risk objective |
| CPH_StatusTest | Provides an interface to check status of the progressive hedging algorithm |
| CPlusFunction | |
| CPointwiseCDFObjective | |
| CPolyhedralProjection | |
| CPositiveFunction | |
| CPQNObjective | Provides the interface to evaluate the quadratic quasi-Newton objective |
| CPrimalAtomVector | |
| ►CPrimalDualActiveSetStep | Implements the computation of optimization steps with the Newton primal-dual active set method |
| CHessianPD | |
| CPrecondPD | |
| CPrimalDualInteriorPointBlock11 | |
| CPrimalDualInteriorPointBlock12 | |
| CPrimalDualInteriorPointBlock21 | |
| CPrimalDualInteriorPointBlock22 | |
| ►CPrimalDualInteriorPointResidual | Symmetrized form of the KKT operator for the Type-EB problem with equality and bound multipliers |
| CInFill | |
| CSafeDivide | |
| CSetZeros | |
| CPrimalDualRisk | |
| CPrimalDualSystemStep | Provides the interface to compute approximate solutions to 2x2 block systems arising from primal-dual interior point methods |
| CPrimalProbabilityVector | |
| CPrimalScaledStdVector | Provides the std::vector implementation of the ROL::Vector interface that handles scalings in the inner product. Also see ROL::DualScaledStdVector |
| CPrimalScaledVector | Provides the implementation of the ROL::Vector interface that handles scalings in the inner product. A more generic version of ROL::PrimalScaledStdVector |
| CPrimalSimulatedVector | |
| CProbabilityVector | Provides the std::vector implementation of the ROL::Vector interface |
| CProblem | |
| CProfiledVector | By keeping a pointer to this in a derived Vector class, a tally of all methods is kept for profiling function calls |
| CProgressiveHedging | Provides the interface to solve a stochastic program using progressive hedging |
| ►CProjectedNewtonKrylovStep | Provides the interface to compute optimization steps with projected inexact ProjectedNewton's method using line search |
| CHessianPNK | |
| CPrecondPNK | |
| CProjectedNewtonStep | Provides the interface to compute optimization steps with projected Newton's method using line search |
| CProjectedObjective | |
| CProjectedSecantStep | Provides the interface to compute optimization steps with projected secant method using line search |
| CQuadraticObjective | Provides the interface to evaluate quadratic objective functions |
| CQuadraticPenalty | Provides the interface to evaluate the quadratic constraint penalty |
| CQuadraticPenalty_SimOpt | Provides the interface to evaluate the quadratic SimOpt constraint penalty |
| CQuantileQuadrangle | Provides an interface for a convex combination of the expected value and the conditional value-at-risk using the expectation risk quadrangle |
| CQuantileRadius | |
| CQuasiNewton_U | Provides the interface to compute optimization steps with a secant method |
| CRaisedCosine | |
| CRandVarFunctional | Provides the interface to implement any functional that maps a random variable to a (extended) real number |
| CRangeSpaceOperator | Projects on to the null space of a linear constraint |
| CReduced_AugmentedLagrangian_SimOpt | Provides the interface to evaluate the reduced SimOpt augmented Lagrangian |
| CReduced_Constraint_SimOpt | |
| CReduced_Objective_SimOpt | |
| CReducedDynamicObjective | Defines the reduced time-dependent objective function interface for simulation-based optimization |
| CReducedLinearConstraint | Reduce the input of a linear constraint based on the active set associated with a vector \(x\), i.e., let \(\mathcal{I}\) denote the inactive set associated with \(x\) and the bounds \(\ell\le u\), then |
| CReduceLinearConstraint | Performs null-space transformation for reducible linear equality constraints |
| CRegressionError | Provides the interface to evaluate linear regression error |
| CremoveSpecialCharacters | |
| CRiddersProjection | |
| CRieszDualVector | |
| CRieszPrimalVector | |
| CRiskBoundConstraint | |
| CRiskLessConstraint | |
| CRiskLessObjective | |
| CRiskMeasure | Provides the interface to implement risk measures |
| CRiskNeutralConstraint | |
| CRiskNeutralObjective | |
| CRiskVector | |
| CSampledScalar | |
| CSampledVector | |
| CSampleGenerator | |
| CScalarController | |
| CScalarLinearConstraint | This equality constraint defines an affine hyperplane |
| ►CScalarMinimizationLineSearch | Implements line search methods that attempt to minimize the scalar function \(\phi(t) := f(x+ts)\) |
| CLineSearchStatusTest | |
| CPhi | |
| ►CScalarMinimizationLineSearch_U | Implements line search methods that attempt to minimize the scalar function \(\phi(t) := f(x+ts)\) |
| CPhi | |
| CStatusTest | |
| CScalarTraits | |
| CScalarTraits_Magnitude | |
| CScalarTraits_Magnitude< std::complex< Real > > | |
| CSchurComplement | Given a 2x2 block operator, perform the Schur reduction and return the decoupled system components |
| CSecant | Provides interface for and implements limited-memory secant operators |
| CSecantState | |
| CSecantStep | Provides the interface to compute optimization steps with a secant method |
| CSecondOrderCVaR | Provides an interface for the risk measure associated with the super quantile quadrangle |
| ►CSemismoothNewtonProjection | |
| CJacobian | |
| CPrecond | |
| CSerialConstraint | Evaluates ROL::DynamicConstraint over a sequential set of time intervals |
| CSerialFunction | Provides behavior common to SerialObjective as SerialConstaint |
| CSerialObjective | Evaluates ROL::DynamicObjective over a sequential set of time intervals |
| CSimConstraint | |
| CSimulatedBoundConstraint | A BoundConstraint formed from a single bound constraint replacated according to a SampleGenerator |
| CSimulatedConstraint | |
| CSimulatedObjective | |
| CSimulatedObjectiveCVaR | |
| CSimulatedVector | Defines the linear algebra of a vector space on a generic partitioned vector where the individual vectors are distributed in batches defined by ROL::BatchManager. This is a batch-distributed version of ROL::PartitionedVector |
| CSingletonVector | |
| CSketch | Provides an interface for randomized sketching |
| CSlacklessConstraint | This class strips out the slack variables from constraint evaluations to create the new constraint \( C(x,s) = c(x) \) |
| CSlacklessObjective | This class strips out the slack variables from objective evaluations to create the new objective \( F(x,s) = f(x) \) |
| CSmale | |
| CSmoothedPOE | Provides the implementation of the smoothed probability of exceedance |
| CSmoothedWorstCaseQuadrangle | Provides an interface for a smoothed version of the worst-case scenario risk measure using the expectation risk quadrangle |
| CSolver | Provides a simplified interface for solving a wide range of optimization problems |
| CSpectralRisk | Provides an interface for spectral risk measures |
| CSPGTrustRegion_U | Provides interface for truncated CG trust-region subproblem solver |
| CSROMGenerator | |
| CSROMVector | Provides the std::vector implementation of the ROL::Vector interface |
| CStatusTest | Provides an interface to check status of optimization algorithms |
| CStatusTestFactory | |
| CStdArray | Provides the std::array implementation of the ROL::Vector interface |
| CStdBoundConstraint | |
| CStdConstraint | Defines the equality constraint operator interface for StdVectors |
| CStdLinearOperator | Provides the std::vector implementation to apply a linear operator, which is a std::vector representation of column-stacked matrix |
| CStdObjective | Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector's |
| CStdTridiagonalOperator | Provides the std::vector implementation to apply a linear operator, which encapsulates a tridiagonal matrix |
| CStdVector | Provides the ROL::Vector interface for scalar values, to be used, for example, with scalar constraints |
| CStep | Provides the interface to compute optimization steps |
| CStepFactory | |
| CStepState | State for step class. Will be used for restarts |
| CStochasticConstraint | |
| CStochasticObjective | |
| CStochasticProblem | |
| CTestProblem | |
| CTimeStamp | Contains local time step information |
| CTriangle | |
| CTruncatedCG | Provides interface for truncated CG trust-region subproblem solver |
| CTruncatedCG_U | Provides interface for truncated CG trust-region subproblem solver |
| CTruncatedExponential | |
| CTruncatedGaussian | |
| CTruncatedMeanQuadrangle | |
| CTrustRegion | Provides interface for and implements trust-region subproblem solvers |
| CTrustRegion_U | Provides interface for and implements trust-region subproblem solvers |
| CTrustRegionModel | Provides the interface to evaluate trust-region model functions |
| CTrustRegionModel_U | Provides the interface to evaluate trust-region model functions |
| CTrustRegionStep | Provides the interface to compute optimization steps with trust regions |
| CTypeCaster | |
| CTypeCaster< double, float > | |
| CTypeCaster< Real, std::complex< Real > > | |
| CUniform | |
| CUpperBoundToConstraint | Provides an implementation for upper bound constraints |
| CUserInputGenerator | |
| CVector | Defines the linear algebra or vector space interface |
| CVector_SimOpt | Defines the linear algebra or vector space interface for simulation-based optimization |
| CVectorController | |
| CVectorFunctionCalls | |
